Compute GCV Criterion

Description

The generalized cross-validation or GCV criterion is often used to select an appropriate smoothing parameter value, by finding the smoothing parameter that minimizes GCV. This function locates that value.

Usage

1
  lambda2gcv(log10lambda, argvals, y, fdParobj, wtvec=rep(1,length(argvals)))

Arguments

log10lambda

the logarithm (base 10) of the smoothing parameter

argvals

a vector of argument values.

y

the data to be smoothed.

fdParobj

a functional parameter object defining the smooth.

wtvec

a weight vector used in the smoothing.

Details

Currently, lambda2gcv

Value

1. fdParobj[['lambda']] <- 10^log10lambda

2. smoothlist <- smooth.basks(argvals, y, fdParobj, wtvec)

3. return(smoothlist[['gcv']])

See Also

smooth.basis fdPar

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